In reply to Sejal.

The doc tells you how to get these statistics: Use the TABLEOUT and RQUARE options on the PROC REG statement:

proc reg data=Long noprint outest=PE TABLEOUT RSQUARE;
by VarName;
model Y = Value;
quit;

proc print data=PE;
where _TYPE_ = "PARMS" &
_RSQ_ > 0.1;
var VarName Intercept Value _RSQ_;
run;

proc print data=PE;
where _TYPE_ = "PVALUE" &
Value < 0.05;
format Intercept Value PVALUE6.4;
var VarName Intercept Value;
run;